Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25638.18 Day 18 No 1164.52 91-180 Days CB-3 25541.13 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43201.28 Day 18 No 926.19 <7 Days E-1 36138.52 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40861.50 Day 18 Yes 2149.34 7-30 Days E-2 45185.04 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43147.20 Day 18 Yes 1922.00 31-90 Days G-1 42931.79 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 298.60 Day 18 Yes 2.03 31-90 Days G-2 306.48 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32411.76 Day 18 No 1065.19 91-180 Days G-3 33995.59 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 587.44 Day 18 Yes 15.25 91-180 Days IG-1 683.76 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42628.30 Day 18 Yes 3978.14 91-180 Days IG-2 35854.27 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14254.68 Day 18 Yes 475.31 7-30 Days S-1 13543.66 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42862.03 Day 18 No 1057.76 <7 Days S-2 45573.33 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36275.85 Day 18 No 1192.51 91-180 Days S-3 29241.14 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1013.99 Day 18 Yes 74.38 91-180 Days S-4 970.91 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2142.44 Day 18 Yes 77.37 91-180 Days S-5 2231.77 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22521.65 Day 18 Yes 2075.94 91-180 Days S-6 20681.62 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4529.13 Day 18 Yes 423.36 31-90 Days S-7 4873.07 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22357.39 Day 19 No 2175.43 31-90 Days A-0-Q 19960.65 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32168.23 Day 19 No 2233.24 31-90 Days A-1-Q 37006.82 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5673.38 Day 19 No 370.86 91-180 Days A-2-Q 5450.44 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7230.93 Day 19 No 100.61 7-30 Days A-3-Q 6016.29 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5613.71 Day 19 Yes 346.40 91-180 Days A-4-Q 5704.12 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37219.60 Day 19 No 2757.34 7-30 Days A-5-Q 41250.44 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33623.78 Day 19 No 3294.06 7-30 Days CB-1-Q 37946.79 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24475.40 Day 19 Yes 566.37 7-30 Days CB-2-Q 23870.72 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41691.38 Day 19 Yes 2656.15 31-90 Days S-1-Q 41086.31 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38151.17 Day 19 Yes 2258.89 31-90 Days S-2-Q 42075.38 Full Yes Liberty Mortgage Services Corp. Treasury